Exact asymptotic -error of a kernel density estimator under censored data
In this paper, we give the exact asymptotic -error for the kernel estimator of the density function from censored data. We also give asymptotically optimal bandwidths. Strong approximation of the product-limit estimator by a Gaussian process is used to obtain the result.
Year of publication: |
2002
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Authors: | Lemdani, Mohamed ; Ould-Saïd, Elias |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 60.2002, 1, p. 59-68
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Publisher: |
Elsevier |
Keywords: | Kernel estimator Censored data -error Strong approximation |
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